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Publications

by members of

Business School
Dublic City University
Dublin, Ireland

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

Undated material is listed at the end

    2008

  1. Paul L. Robertson & David Jacobson & Richard N. Langlois, 2008. "Innovation Processes and Industrial Districts," Working papers 2008-03, University of Connecticut, Department of Economics. [Downloadable!]
  2. Richard M. Levich & Valerio Poti, 2008. "Predictability and 'Good Deals' in Currency Markets," NBER Working Papers 14597, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

    2006

  1. Colm Kearney & Valerio Poti, 2006. "Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area," The Institute for International Integration Studies Discussion Paper Series iiisdp132, IIIS. [Downloadable!]

    2005

  1. Colm Kearney & Valerio Poti, 2005. "Correlation Dynamics in European Equity Markets," Finance 0507008, EconWPA. [Downloadable!]
  2. Brian M Lucey & Edel Tully & Valerio Poti, 2005. "International Portfolio Formation, Skewness & the Role of Gold," The Institute for International Integration Studies Discussion Paper Series iiisdp030, IIIS. [Downloadable!]

    2004

  1. Colm Kearney & Valerio Poti, 2004. "Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets," The Institute for International Integration Studies Discussion Paper Series iiisdp015, IIIS. [Downloadable!]
  2. John Considine & Liam A. Gallagher, 2004. "UK Debt Sustainability: Some Nonlinear Evidence and Theoretical Implications," Money Macro and Finance (MMF) Research Group Conference 2004 59, Money Macro and Finance Research Group. [Downloadable!]

    1994

  1. Cotter, J. & Gallagher, L., 1994. "Event Studies of Irish Equities: Earnings Announcements, Seasonality and Size," Papers 94-4, University College Cork - Department of Economics.

    Undated

  1. David Jacobson & Hartmut Hirsch-Kreinsen & Keith Smith & Staffan Laestadius, . "Low-Tech Industries and the Knowledge Economy: State of the Art and Research Challenges," STEP Report series 200316, The STEP Group, Studies in technology, innovation and economic policy. [Downloadable!]

Journal articles

    2008

  1. John Considine & Liam A. Gallagher, 2008. "Uk Debt Sustainability: Some Nonlinear Evidence And Theoretical Implications," Manchester School, University of Manchester, vol. 76(3), pages 320-335, 06. [Downloadable!] (restricted)
  2. Mark Hutchinson & Liam Gallagher, 2008. "Simulating convertible bond arbitrage portfolios," Applied Financial Economics, Taylor and Francis Journals, vol. 18(15), pages 1247-1262. [Downloadable!] (restricted)

    2006

  1. Chris Van Egeraat & David Jacobson, 2006. "The Geography Of Production Linkages In The Irish And Scottish Microcomputer Industry: The Role Of Information Exchange," Tijdschrift voor Economische en Sociale Geografie, Royal Dutch Geographical Society KNAG, vol. 97(4), pages 405-417, 09. [Downloadable!] (restricted)
  2. Kearney, Colm & Poti, Valerio, 2006. "Correlation dynamics in European equity markets," Research in International Business and Finance, Elsevier, vol. 20(3), pages 305-321, September. [Downloadable!] (restricted)

    2005

  1. Valerio Potì, 2005. "Discount factor and conditional return volatility," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(6), pages 369-372, November. [Downloadable!] (restricted)

    2003

  1. John M. Eakins & Liam A. Gallagher, 2003. "Dynamic almost ideal demand systems: an empirical analysis of alcohol expenditure in Ireland," Applied Economics, Taylor and Francis Journals, vol. 35(9), pages 1025-1036, January. [Downloadable!] (restricted)

    2002

  1. Gallagher, Liam A. & Taylor, Mark P., 2002. "The stock return-inflation puzzle revisited," Economics Letters, Elsevier, vol. 75(2), pages 147-156, April. [Downloadable!] (restricted)
  2. Gallagher, Liam A & Kavanagh, Ella, 2002. "Real and Nominal Shocks to Exchange Rates: Does the Regime Matter?," Manchester School, University of Manchester, vol. 70(5), pages 710-30, September. [Downloadable!] (restricted)
  3. Liam A. Gallagher & Mark P. Taylor, 2002. "Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks," Southern Economic Journal, Southern Economic Association, vol. 69(2), pages 345-362, October.

    2001

  1. Gallagher, Liam A & Taylor, Mark P, 2001. "Risky Arbitrage, Limits of Arbitrage, and Nonlinear Adjustment in the Dividend-Price Ratio," Economic Inquiry, Oxford University Press, vol. 39(4), pages 524-36, October.

    2000

  1. Gallagher, Liam A. & Taylor, Mark P., 2000. "Measuring the temporary component of stock prices: robust multivariate analysis," Economics Letters, Elsevier, vol. 67(2), pages 193-200, May. [Downloadable!] (restricted)
  2. Gallagher, Liam A, 2000. "Macroeconomic Shocks under Alternative Exchange Rate Regimes: The Irish Experience," Applied Economics, Taylor and Francis Journals, vol. 32(7), pages 933-44, June. [Downloadable!] (restricted)

    1999

  1. Gallagher, Liam A, 1999. "A Multi-country Analysis of the Temporary and Permanent Components of Stock Prices," Applied Financial Economics, Taylor and Francis Journals, vol. 9(2), pages 129-42, April. [Downloadable!] (restricted)

    1997

  1. Gallagher, Liam A & Sarno, Lucio & Taylor, Mark P, 1997. "Estimating the Mean-Reverting Component in Stock Prices: A Cross-Country Comparison," Scottish Journal of Political Economy, Scottish Economic Society, vol. 44(5), pages 566-82, November. [Downloadable!] (restricted)
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This page was last updated on 2009-12-2.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.